Five-Year Credit-Default Swap Levels (January 26, 2005)

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Five-Year Credit-Default Swap Levels (January 26, 2005)

U.S.      
Name Bid Offer Bid Change (Weekly)
American Express  17 23 0
AOL Time Warner  33 49 -6
Bear Stearns  23 29 -1
Disney  26 36 -3
Federated Dept. Stores 27 43 -2
Ford credit 190 206 -2
GMAC 222 238 -29
Goldman Sachs  22 28 -2
Hertz 160 180 -5
IBM 14 20 -1
Morgan Stanley  22 28 -1
Philip Morris 111 123 -3
Europe      
Name Bid Offer Bid Change (Weekly)
ABN AMRO 9.45 9.45 0
Akzo Nobel 23 25 -4
Aventis  12.8 20.8 -2.1
BAE Systems  27 57 -2.1
DaimlerChrysler 62.2 72.2 -3.15
Deutsche Telekom 31.49 36.49 -2.06
Dixons 60.38 70.38 -2.08
France Telecom  38.7 43.7 -2.06
Halifax 6.6 16.6 0
Marks & Spencer  117 127 -7
Siemens 10.75 20.75 0
Vodafone  17.66 27.66 0
Asia       
Name Bid Offer Bid Change (Weekly)
Amcor 37 37 0
BHP Billiton  18 18 0
Fujitsu 31 41 0
Mizuho Bank  21 21 0
NEC 26.5 34.5 2
Sony  17 23 1
Toshiba 15.5 21.5 0
Australia  2 2 0
Japan  4 7 0
Malaysia  17.5 32.5 0
Philippines 390 420 -30
Thailand  25.5 40.5 0
North America 27-Jan-09 21-Jan-09 Spd change week
CDX.NA 57 57 0
CDX.NA.HY 320.21 349.73 -29.52
CDX.EM 198.77 211.66 -12.89
Europe 27-Jan-09 21-Jan-09 Spd change week
iTraxx Main 33.5 36.75 -3.25
iTraxx Non Financial 37.25 40.75 -3.5
iTraxx High Vol 56 61 -5
Asia 27-Jan-09 21-Jan-09 Spd change week
iTraxx Japan 19.5 19.5 0
iTraxx Asia 47 48.5 -1.5
iTraxx Australia 27.5 27.5 0


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